Causal ML: Python']Python package for causal inference machine learning

被引:10
作者
Zhao, Yang [1 ]
Liu, Qing [2 ,3 ]
机构
[1] Huainan Normal Univ, Sch Mech & Elect Engn, Dongshan West Rd, Huainan, Anhui, Peoples R China
[2] Huainan Normal Univ, Sch Econ & Management, Dongshan West Rd, Huainan, Anhui, Peoples R China
[3] Pukyong Natl Univ, Grad Sch Management Technol, Busan 48547, South Korea
关键词
Causal ML; Causal inference; Machine learning; INVESTOR SENTIMENT; STOCK RETURN; DIAGRAMS;
D O I
10.1016/j.softx.2022.101294
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
"Causality"is a complex concept that is based on roots in almost all subject areas and aims to answer the "why"question. Causal inference is one of the important branches of causal analysis, which assumes the existence of relationships between variables and attempts to examine and quantify the actual relationships in the available data. Machine learning (ML) and causal inference are two techniques that emerged and developed separately. However, there is now an intersection between these two fields. Causal ML is a Python package that provides a set of uplift modeling and causal inference methods using machine learning algorithms based on recent research. It gives the user a standard interface that lets them estimate conditional average treatment effects (CATE) or individual treatment effects (ITE) based on experimental observational data. (c) 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
引用
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页数:7
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